[Scipy-tickets] [SciPy] #869: stats.invnorm.cdf returns NaNs with low mu values

SciPy Trac scipy-tickets@scipy....
Fri Aug 19 15:52:27 CDT 2011

#869: stats.invnorm.cdf returns NaNs with low mu values
 Reporter:  jpaalasm     |       Owner:  somebody    
     Type:  defect       |      Status:  needs_review
 Priority:  normal       |   Milestone:  0.10.0      
Component:  scipy.stats  |     Version:  devel       
 Keywords:               |  

Comment(by rgommers):

 We should document this for 0.10.  I agree with Josef about returning
 NaNs.  Can't see an easy way to improve the numerical precision a lot,
 except for perhaps splitting the factor {{{exp(2.0/mu)}}} in two.

 How about this for the doc:
     When `mu` is too small, evaluating the cumulative density function
 will be
     inaccurate due to ``cdf(mu -> 0) = inf * 0``.
     NaNs are returned for ``mu <= 0.0028``.

Ticket URL: <http://projects.scipy.org/scipy/ticket/869#comment:5>
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